+35,385.9%
PAYX vs LUMN
+156.1%
+35,229.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.3% |
| 7D | -4.9% | +2.5% | -7.4% | -5.2% |
| 30D | -3.8% | +10.3% | -14.1% | -5.4% |
| 3M | +17.9% | -18.3% | +36.1% | +20.5% |
| 6M | +26.1% | +4.4% | +21.7% | +22.3% |
| YTD | +6.7% | -10.7% | +17.4% | +4.4% |
| 1Y | -10.7% | +14.0% | -24.7% | -18.0% |
| 3Y | +7.0% | +406.6% | -399.6% | -42.8% |
| 5Y | +22.6% | -36.8% | +59.4% | +5.3% |
| 10Y | +166.5% | -56.2% | +222.7% | +125.2% |
| All | +35,385.9% | +156.1% | +35,229.8% | +16,263.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LUMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling